Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.692 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51674.53 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48475.47 Kr¶

PnL: ---------------------------------------> -612.1 Kr¶

DD now: ---------------------------------> -0.519 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 15:14:42.977023'

Anic Portfolio¶

Today¶

Return: 0.069 %¶

This Week¶

Return: 8.726 %¶

Total¶

Return: 69.169 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 4.160000 810.800000 137.800000 20.480000 673.000000
FM Mattsson Mora Group B 54 -3.470000 3304.800000 124.800000 3.920000 3180.000006
Nordea Bank Abp 29 0.890000 3562.940000 108.940000 3.150000 3453.999992
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.480000 3467.200000 90.200000 2.670000 3377.000000
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.590000 616.800000 52.800000 9.360000 564.000000
Resurs Holding 22 1.260000 619.080000 45.080000 7.850000 573.999998
MedCap 2 -0.860000 459.000000 38.000000 9.030000 421.000000
AcadeMedia 12 0.570000 594.720000 37.720000 6.770000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.760000 390.400000 35.400000 9.970000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
OEM International B 7 1.810000 552.300000 24.300000 4.600000 527.999997
Intrum 4 2.110000 550.800000 23.800000 4.520000 527.000000
Securitas B 6 2.030000 583.680000 13.680000 2.400000 570.000000
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.350000 541.200000 9.200000 1.730000 532.000000
Boozt 12 1.840000 1660.800000 6.800000 0.410000 1653.999996
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.180000 545.250000 -0.750000 -0.140000 546.000000
Corem Property Group B 59 2.150000 575.840000 -1.160000 -0.200000 576.999999
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 2.260000 511.160000 -22.840000 -4.280000 533.999999
International Petroleum Corp. 5 -0.090000 562.000000 -32.570000 -5.480000 594.565215
Essity B 2 -1.500000 537.200000 -36.800000 -6.410000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.260000 2964.600000 -119.400000 -3.870000 3083.999994
OX2 22 4.600000 1851.300000 -137.700000 -6.920000 1989.000002
Axfood 15 -3.310000 3900.000000 -400.000000 -9.300000 4300.000005
Ovzon 64 -1.690000 3340.800000 -655.200000 -16.400000 3996.000000
TOTAL 48500.020000 -587.550000 -0.47224% 49087.564636

Updated:¶

'2023-02-01 15:13:56.007449'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶